NAME
SPOTF2 - compute the Cholesky factorization of a real sym-
metric positive definite matrix A
SYNOPSIS
SUBROUTINE SPOTF2( UPLO, N, A, LDA, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
REAL A( LDA, * )
PURPOSE
SPOTF2 computes the Cholesky factorization of a real sym-
metric positive definite matrix A.
The factorization has the form
A = U' * U , if UPLO = 'U', or
A = L * L', if UPLO = 'L',
where U is an upper triangular matrix and L is lower tri-
angular.
This is the unblocked version of the algorithm, calling
Level 2 BLAS.
ARGUMENTS
UPLO (input) CHARACTER*1
Specifies whether the upper or lower triangular part
of the symmetric matrix A is stored. = 'U': Upper
triangular
= 'L': Lower triangular
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U',
the leading n by n upper triangular part of A con-
tains the upper triangular part of the matrix A, and
the strictly lower triangular part of A is not
referenced. If UPLO = 'L', the leading n by n lower
triangular part of A contains the lower triangular
part of the matrix A, and the strictly upper tri-
angular part of A is not referenced.
On exit, if INFO = 0, the factor U or L from the
Cholesky factorization A = U'*U or A = L*L'.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal
value
> 0: if INFO = k, the leading minor of order k is
not positive definite, and the factorization could
not be completed.